Kategoria BISAC: Mathematics >> Mathematical Analysis

This monograph is an annotated translation of what is considered to be the world's first calculus textbook, originally published in French in 1696. That anonymously published textbook on differential calculus was based on lectures given to the Marquis de l'Hopital in 1691-2 by the great Swiss mathematician, Johann Bernoulli. In the 1920s, a copy of Bernoulli's lecture notes was discovered in a library in Basel, which presented the opportunity to compare Bernoulli's notes, in Latin, to l'Hopital's text in French. The similarities are remarkable, but there is also much in l'Hopital's book...

Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic risk and volatility estimation. This volume gathers together ground-breaking results in this field by some of its leading experts.

Over the past decade, asymptotic methods have played an...

Dieses Lehrbuch fuhrt in das Gebiet der Differentialgleichungen und der mathematischen Modellbildung ein. Dabei werden etablierte und moderne Rechenmethoden besprochen und es wird erlautert, wie diese zur mathematischen Modellierung benutzt werden konnen. Lie-Gruppen und deren Einsatz zur Losung von Differentialgleichungen spielen dabei eine tragende Rolle. Es werden gewohnliche und partielle Differentialgleichungen verschiedener Ordnung behandelt, aus denen individuell Beispiele ausgewahlt werden konnen. In seinem modularen und einfach zu folgenden Aufbau ist dieses Buch ideal fur...

This book presents a method for evaluating Selberg zeta functions via transfer operators for the full modular group and its congruence subgroups with characters. Studying zeros of Selberg zeta functions for character deformations allows us to access the discrete spectra and resonances of hyperbolic Laplacians under both singular and non-singular perturbations. Areas in which the theory has not yet been sufficiently developed, such as the spectral theory of transfer operators or the singular perturbation theory of hyperbolic Laplacians, will profit from the numerical experiments discussed...

This book is divided into two parts, the first of which seeks to connect the phase transitions of various disciplines, including game theory, and to explore the synergies between statistical physics and combinatorics. Phase Transitions has been an active multidisciplinary field of research, bringing together physicists, computer scientists and mathematicians. The main research theme explores how atomic agents that act locally and microscopically lead to discontinuous macroscopic changes. Adopting this perspective has proven to be especially useful in studying the evolution of random and...

This book is the fifth and final volume of Raoul Bott's Collected Papers. It collects all of Bott's published articles since 1991 as well as some articles published earlier but missing in the earlier volumes. The volume also contains interviews with Raoul Bott, several of his previously unpublished speeches, commentaries by his collaborators such as Alberto Cattaneo and Jonathan Weitsman on their joint articles with Bott, Michael Atiyah's obituary of Raoul Bott, Loring Tu's authorized biography of Raoul Bott, and reminiscences of Raoul Bott by his friends, students, colleagues, and...

Positive and sum-of-squares polynomials have received a special interest in the latest decade, due to their connections with semidefinite programming. Thus, efficient optimization methods can be employed to solve diverse problems involving polynomials. This book gathers the main recent results on positive trigonometric polynomials within a unitary framework; the theoretical results are obtained partly from the general theory of real polynomials, partly from self-sustained developments. The optimization applications cover a field different from that of real polynomials, mainly in signal...